Yeah, good question. I had the same problem, but couldn't find a solution too. When I save a screenshot or an animation paraView crashs most often (I don't know why). So it is quite annoying when I want to take another screenshot and have to set all the slices and glyphes again.

After making lots of slices, glyph's and stream-traces for visualisation within ParaView, I am asking myself, is there a possiblity to save all this postprocessing work and to load it thereafter?

"Save data" and "Save state" does not seem to do this?

Go to Tools->Python Shell. There should be a tab called 'trace' which will record everything you do as a Python macro, which you can then run at a later date to replicate everything you did previously. Save state should do something similar as well and I'm not sure why you are having issues with it.

I have managed it to get the python shell; I re-compiled paraview. Unfortunately, I have no access to trace; its does not appear. What can I do?

If your version of ParaView is 3.6.1 or older, then you won't have access to trace. It was only included from 3.6.2 onwards. Personally, I suggest you download the latest ParaView 3.8.0. Not only does this have access to trace functionality, but it also includes Takuya et al.'s OpenFOAM reader (I believe). If you don't want to have to do this, then double-check Save/Load State to make sure it works for you again.